+44.4%
NSC vs OSCR
-8.3%
+52.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.6% |
| 7D | -1.5% | +10.7% | -12.2% | -1.9% |
| 30D | -1.9% | +18.3% | -20.2% | -2.6% |
| 3M | +6.2% | +20.5% | -14.3% | +5.2% |
| 6M | +9.2% | +138.5% | -129.3% | +4.6% |
| YTD | +15.0% | +129.7% | -114.7% | +10.2% |
| 1Y | +21.1% | +62.8% | -41.7% | +17.3% |
| 3Y | +78.6% | +411.8% | -333.2% | +57.1% |
| 5Y | +45.9% | +99.9% | -54.1% | +24.9% |
| All | +44.4% | -8.3% | +52.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling